+563.5%
GLD vs VYM
+492.8%
+70.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -0.5% | +4.9% | +4.4% |
| 3M | -1.1% | +3.0% | -4.1% | -1.2% |
| 6M | -13.8% | +8.2% | -22.0% | -14.1% |
| YTD | +2.6% | +15.8% | -13.2% | +2.1% |
| 1Y | +24.5% | +20.8% | +3.7% | +23.6% |
| 3Y | +125.8% | +65.3% | +60.6% | +121.9% |
| 5Y | +137.8% | +76.6% | +61.2% | +133.2% |
| 10Y | +221.4% | +203.9% | +17.5% | +211.8% |
| All | +563.5% | +492.8% | +70.6% | +512.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling